Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'522 250'000 9'945 CHF 5'000 CHF 99.38% 99.38%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'797 250'000 9'968 CHF 5'000 CHF 99.26% 99.26%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.28% 99.28%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'032 250'000 9'950 CHF 5'000 CHF 99.39% 99.39%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'713 250'000 9'957 CHF 5'000 CHF 99.37% 99.37%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'892 250'000 9'959 CHF 5'000 CHF 99.37% 99.37%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 989'229 250'000 9'892 CHF 5'000 CHF 99.07% 99.07%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'154 250'000 9'942 CHF 5'000 CHF 91.13% 91.13%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'983 250'000 9'930 CHF 5'000 CHF 99.39% 99.39%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'152 250'000 9'962 CHF 5'000 CHF 99.26% 99.26%

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